Get up and running in 5 minutes with the BCW2011 liquidation problem from "A unified theory of tobin's q, corporate investment, financing, and risk management" by Bolton, Chen, and Wang (2011), Case I ...

What is widely considered in engineering circles as an elegant but otherwise useless mathematical strategy from the nineteenth century gets a makeover from a professor and graduate student pair from ...

Abstract: Hamilton-Jacobi (HJ) analysis provides globally optimal solutions for multiple player game problems in a variety of fields, including robotics, control, logistics, manufacturing, and finance ...

Abstract: The Jacobi iteration is often used for preconditioners with high parallel efficiency of Krylov subspace methods to solve very large linear systems. However, these preconditioners do not ...